| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2989 | 0.1146 | 0.455 | -0.1442 | 0.4208 | -0.1519 | -0.9971 |
| (p-val) | (0.2315 ) | (0.4982 ) | (0.0013 ) | (0.6016 ) | (0.0824 ) | (0.5907 ) | (0.1425 ) |
| Estimates ( 2 ) | -0.4055 | 0.061 | 0.4292 | 0 | 0.4237 | -0.1984 | -0.9999 |
| (p-val) | (0.0068 ) | (0.6743 ) | (0.0015 ) | (NA ) | (0.073 ) | (0.448 ) | (0.1542 ) |
| Estimates ( 3 ) | -0.4328 | 0 | 0.4051 | 0 | 0.4197 | -0.1774 | -0.9997 |
| (p-val) | (0.0016 ) | (NA ) | (8e-04 ) | (NA ) | (0.0841 ) | (0.4979 ) | (0.1582 ) |
| Estimates ( 4 ) | -0.4678 | 0 | 0.4104 | 0 | 0.4649 | 0 | -1 |
| (p-val) | (1e-04 ) | (NA ) | (5e-04 ) | (NA ) | (0.0508 ) | (NA ) | (0.0312 ) |
| Estimates ( 5 ) | -0.4977 | 0 | 0.418 | 0 | 0 | 0 | -0.3894 |
| (p-val) | (0 ) | (NA ) | (3e-04 ) | (NA ) | (NA ) | (NA ) | (0.0891 ) |
| Estimates ( 6 ) | -0.5001 | 0 | 0.3944 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0.001 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -51.1810530981849 |
| 173.053424263638 |
| 674.867076576601 |
| -757.453113215312 |
| -1007.57884478662 |
| 319.375523717437 |
| 1113.10054432797 |
| -1180.16164203243 |
| 1141.70457726196 |
| 807.479048487757 |
| 693.039880599724 |
| -1542.50517219311 |
| 1010.30888596683 |
| -2143.96935697404 |
| 1139.83697866762 |
| -1441.07691193469 |
| 769.354673483113 |
| -526.789735614925 |
| 211.908869934017 |
| 953.833869782457 |
| -459.768326188681 |
| -2291.75864701721 |
| 340.558324654599 |
| 998.40628396675 |
| -263.620180083793 |
| -244.880527171718 |
| 1406.82138016604 |
| 20.957234144898 |
| 1351.3359889748 |
| -1141.39999647380 |
| -1135.92726199104 |
| 1496.25241872859 |
| 653.564443850763 |
| -1084.31354358057 |
| 1003.37690517463 |
| 868.442139436211 |
| -1602.9732022947 |
| 2423.17311126526 |
| -834.295697677006 |
| 1216.61513960290 |
| -694.129727803405 |
| -408.240064984138 |
| -99.9492474239783 |
| -1153.11877729499 |
| -3740.47670856810 |
| -2572.95208527842 |
| -1735.40041064847 |
| 695.41105526812 |
| -220.478725208386 |
